+149.6%
IBM vs APH
+894.6%
-745.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.0% | -2.2% |
| 7D | -5.0% | -5.9% | +1.0% | -3.4% |
| 30D | +11.1% | -14.8% | +25.9% | +16.4% |
| 3M | +5.7% | -12.4% | +18.1% | +9.2% |
| 6M | +10.1% | +8.1% | +2.1% | +3.3% |
| YTD | -15.6% | +10.9% | -26.5% | -23.8% |
| 1Y | -19.5% | +8.8% | -28.3% | -27.0% |
| 3Y | +80.4% | +262.1% | -181.7% | -13.6% |
| 5Y | +140.0% | +283.1% | -143.1% | +8.9% |
| All | +149.6% | +894.6% | -745.0% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded APH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling